Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (Google eBook)

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McGraw Hill Professional, Jul 1, 2003 - Business & Economics - 256 pages
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Harnessing the Power of Quantitative Techniques to Create a Winning Trading ProgramLars Kestner Quantitative Trading Strategies takes readers through the development and evaluation stages of today's most popular and market-proven technical trading strategies. Quantifying every subjective decision in the trading process, this analytical book evaluates the work of well-known "quants" from John Henry to Monroe Trout and introduces 12 all-new trading strategies. It debunks numerous popular misconceptions, and is certain to make waves--and change minds--in the world of technical analysis and trading.

  

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Contents

PART ONE Structural Foundations for Improving Technical Trading
1
PART TWO Harnessing the Power of Quantitative Techniques to Create a Trading Program
127
In Conclusion
329
References
331

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About the author (2003)

Lars Kestner is a founding partner of proprietary trading firm Sabre II LLC and the former vice president of equity derivatives trading at Salomon Smith Barney.

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